What file do I need to have a preloader?

I am distributing updates to my users on a network through regular .bat files, some of the updating procedures take quite some time.

In the meantime, the user doesn´t "see" anything happening (running in the background, only the occasional "black system window" that flashes)  

I need them to sit tight and wait...because they don´t see any "action" they start clicking around, opening other work files and interrupt the process.

My idea for a possible solution is to distribute an pre-loader file (just some box, form that shows a graphical "progress bar" - even if it is fake - so they understand there is something going on).

How could I accomplish this?  My first thought was to use an .swf file, but it does not play on PCs without Flash player.  Also, I need this file to run outside the Browser...can I run the .swf file as a "standalone" file?

What else could I use as a solution?  

Thanks for suggestions.
MasterandCommanderAsked:
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RobOwner (Aidellio)Commented:
You can compile a flash file into what's called a projector file but it's just an exe and doesn't require the flash player plugin
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CEHJCommented:
You just need a splash screen. There's a demo with the JDK
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ksivananthCommented:
Splash screen!
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objectsCommented:
Try using the following to load your application

http://helpdesk.objects.com.au/java/how-can-i-create-splash-window-in-swing
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MasterandCommanderAuthor Commented:
Ok.  So Splash screen is the way to go.

I have to test the compiling of a flash file (don´t have Macromedia Flash on this machine)...

I will let you know which of the solutions where closest.  Thanks so far.
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MasterandCommanderAuthor Commented:
Splash Screen - Yes, helped my solution.
More points to tagit, because his solution included my idea of an .swf file, plus it was painless to convert my .swf to an .exe
Many thanks to all of you!
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